TA-35 Uptrend Replay (2006-07-13 to 2007-02-19)
Replay 150 daily bars of Israel's TA-35 from June 2006 to March 2007, capturing a 20.2% climb to 977.98. Walk through 11 decision points, navigate a 9.4% drawdown, and receive an AI coach review—simulated capital, purely educational.
150 daily bars · 11 decision points · 2006-06 to 2007-03 · Stocks
Key facts
This window spans 265 days with a peak-to-trough drawdown of 9.4% and a 34.0% run-up.
- Max drawdown
- −9.4%
- Max run-up
- +34.0%
- Duration
- 265 days
- Largest single-day move
- −4.2%
- Bars
- 150 Daily bars
- Decision points
- 11
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
The Tel Aviv 35 Index serves as Israel's primary equity benchmark, tracking 35 of the nation's largest companies. During the 2000s, this market navigated a complex landscape shaped by regional dynamics and global economic forces. Replaying TA-35 from June 2006 to March 2007 places participants directly into a period where conviction, discipline, and risk awareness would be tested across 150 daily bars. The scenario offers a realistic training ground for understanding how sustained momentum develops within a specific market context.
Over the data span from June 20, 2006 to March 12, 2007, the index climbed from 813.86 to 977.98, delivering a 20.2% return. Yet the journey was far from linear. A maximum drawdown of 9.4% tested investor resolve, while the largest single-bar move of 4.2% underscored intraperiod volatility. Participants confronted 11 decision points—4 deemed critical—where directional calls and position management shaped outcomes. Navigating this terrain required balancing participation in the uptrend against exposure to meaningful reversals.
This replay emphasizes that profitable outcomes demand more than identifying direction. Process discipline, including clear entry and exit criteria, distinguishes trained decision-makers from passive observers. Risk management surfaces as essential: a 9.4% drawdown reminds participants that even favorable trends exact psychological costs. Finally, the scenario cultivates emotional regulation—maintaining composure when facing 4.2% daily swings and 11 structured choices sharpens the mindset needed for sustained market engagement. Simulated capital, authentic learning.
Featured in the archive